+196.5%
CDE vs BROS
+38.3%
+158.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.7% | +2.1% |
| 7D | -2.0% | -6.6% | +4.6% | -0.5% |
| 30D | +15.7% | -12.3% | +28.0% | +19.2% |
| 3M | +30.5% | -22.2% | +52.7% | +37.5% |
| 6M | -7.4% | -14.3% | +6.9% | -4.6% |
| YTD | +17.9% | -26.6% | +44.5% | +25.3% |
| 1Y | +46.7% | -31.5% | +78.2% | +57.1% |
| 3Y | +851.3% | +62.3% | +789.0% | +739.5% |
| All | +196.5% | +38.3% | +158.2% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BROS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling